Quarterly versus Serial Expiration in Pure Cost of Carry Markets: The Case of Single Stock Futures Trading in the U.S.

Autor:	Bertus, Mark, Chu, Ting-Heng, Swidler, Steve
Zdroj:	Quarterly Journal of Finance and Accounting, 2008 Jul 01. 47(3), 29-48.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/40473498 Zobrazit plný text záznamu